+41.1%
HPQ vs RMBS
+258.2%
-217.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.7% | +1.6% |
| 7D | +3.5% | +1.2% | +2.3% | +3.2% |
| 30D | +13.7% | -11.5% | +25.2% | +16.2% |
| 3M | +33.9% | -38.2% | +72.1% | +45.7% |
| 6M | +80.9% | -4.8% | +85.7% | +70.0% |
| YTD | +52.6% | -7.1% | +59.7% | +41.2% |
| 1Y | +21.2% | +10.7% | +10.6% | +4.1% |
| 3Y | +26.9% | +54.5% | -27.6% | -11.2% |
| 5Y | +41.1% | +261.7% | -220.5% | -45.0% |
| All | +41.1% | +258.2% | -217.0% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RMBS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling